-9.8%
T vs AS
-3.7%
-6.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | -0.1% |
| 7D | +2.5% | -4.9% | +7.4% | +2.2% |
| 30D | -3.8% | +3.9% | -7.7% | -3.5% |
| 3M | -8.7% | -9.6% | +0.9% | -9.6% |
| 6M | -8.1% | -8.7% | +0.5% | -8.7% |
| YTD | -6.4% | -19.8% | +13.4% | -9.0% |
| 1Y | -9.8% | -1.5% | -8.2% | -9.8% |
| All | -9.8% | -3.7% | -6.0% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling